Cormedix Inc (CRMD)
5.48
+0.06
(+1.11%)
USD |
NASDAQ |
Apr 19, 11:00
Cormedix Max Drawdown (5Y): 93.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 93.38% |
February 29, 2024 | 93.38% |
January 31, 2024 | 93.38% |
December 31, 2023 | 93.38% |
November 30, 2023 | 93.38% |
October 31, 2023 | 93.38% |
September 30, 2023 | 93.38% |
August 31, 2023 | 93.38% |
July 31, 2023 | 93.38% |
June 30, 2023 | 94.28% |
May 31, 2023 | 96.02% |
April 30, 2023 | 97.54% |
March 31, 2023 | 97.84% |
February 28, 2023 | 98.24% |
January 31, 2023 | 98.24% |
December 31, 2022 | 98.24% |
November 30, 2022 | 98.24% |
October 31, 2022 | 98.24% |
September 30, 2022 | 98.24% |
August 31, 2022 | 98.24% |
July 31, 2022 | 98.24% |
June 30, 2022 | 98.24% |
May 31, 2022 | 98.24% |
April 30, 2022 | 98.24% |
March 31, 2022 | 98.24% |
Date | Value |
---|---|
February 28, 2022 | 98.24% |
January 31, 2022 | 98.24% |
December 31, 2021 | 98.24% |
November 30, 2021 | 98.24% |
October 31, 2021 | 98.24% |
September 30, 2021 | 98.24% |
August 31, 2021 | 98.24% |
July 31, 2021 | 98.24% |
June 30, 2021 | 98.24% |
May 31, 2021 | 98.24% |
April 30, 2021 | 98.24% |
March 31, 2021 | 98.24% |
February 28, 2021 | 98.24% |
January 31, 2021 | 98.24% |
December 31, 2020 | 98.24% |
November 30, 2020 | 98.24% |
October 31, 2020 | 98.24% |
September 30, 2020 | 98.24% |
August 31, 2020 | 98.24% |
July 31, 2020 | 98.24% |
June 30, 2020 | 98.24% |
May 31, 2020 | 98.24% |
April 30, 2020 | 98.24% |
March 31, 2020 | 98.24% |
February 29, 2020 | 98.24% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
93.38%
Minimum
Jul 2023
98.24%
Maximum
Apr 2019
97.39%
Average
98.24%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
BioXcel Therapeutics Inc | 96.98% |
Assertio Holdings Inc | 99.06% |
Verastem Inc | 97.04% |
Ocular Therapeutix Inc | 94.06% |
PAVmed Inc | 98.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.11 |
Beta (5Y) | 1.862 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.05% |
Historical Sharpe Ratio (5Y) | -0.20 |
Historical Sortino (5Y) | -0.4064 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.40% |